Allianzim Bf20 Allcation ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.02% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0289 | -0.14 | |
| -0.1220 | -0.17 | |
| 0.9785 | 3,218.78 | |
| -0.2637 | -0.25 |
Estimation Period:
Jan 9, 2025 to Feb 6, 2026
Jan 9, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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